I mean, if these are the people you're going after, don't bother making
a Mac version. Or a linux version for that matter. 98% of your apparent
target audience (who don't want to / can't install Python) are going to
be on Windows.
I agree... source + exe is the way to go.
Even if win-people install python+pygame and then start the game via doubleclick on .py-source they might end up seeing a glimps of a black-terminal which would make them feel uneasy about the game :-)
greetings
simon